Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.688 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 51549.66 Kr¶
Max Equity ever reached: ------------> 51944.38 Kr¶
Portfolio value: --------------------------> 48350.6 Kr¶
PnL: ---------------------------------------> -736.97 Kr¶
DD now: ---------------------------------> -0.76 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-31 13:14:36.549016'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| FM Mattsson Mora Group B | 54 | 0.160000 | 3385.800000 | 205.800000 | 6.470000 | 3180.000006 |
| HMS Networks | 2 | -2.250000 | 764.400000 | 91.400000 | 13.580000 | 673.000000 |
| Nordea Bank Abp | 29 | -0.390000 | 3521.180000 | 67.180000 | 1.940000 | 3453.999992 |
| HEBA B | 70 | -0.770000 | 2702.000000 | 66.000000 | 2.500000 | 2636.000010 |
| SAAB B | 8 | -0.020000 | 3426.400000 | 49.400000 | 1.460000 | 3377.000000 |
| Swedbank A | 3 | 2.690000 | 606.900000 | 42.900000 | 7.610000 | 564.000000 |
| AcadeMedia | 12 | 0.120000 | 595.200000 | 38.200000 | 6.860000 | 557.000004 |
| Resurs Holding | 22 | 0.430000 | 611.600000 | 37.600000 | 6.550000 | 573.999998 |
| MedCap | 2 | -1.080000 | 458.000000 | 37.000000 | 8.790000 | 421.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | -0.420000 | 381.500000 | 26.500000 | 7.460000 | 355.000000 |
| Intrum | 4 | 0.820000 | 543.800000 | 16.800000 | 3.190000 | 527.000000 |
| Fasadgruppen Group | 38 | 1.110000 | 4157.200000 | 16.200000 | 0.390000 | 4140.999992 |
| OEM International B | 7 | -1.790000 | 539.000000 | 11.000000 | 2.080000 | 527.999997 |
| Eastnine | 4 | -0.480000 | 501.600000 | 10.600000 | 2.160000 | 491.000000 |
| Karnov Group | 9 | 0.000000 | 543.600000 | 7.600000 | 1.420000 | 536.000004 |
| Norva24 Group | 16 | -1.440000 | 547.200000 | 4.200000 | 0.770000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.390000 | 247.680000 | 1.680000 | 0.680000 | 246.000000 |
| Securitas B | 6 | -1.470000 | 570.600000 | 0.600000 | 0.110000 | 570.000000 |
| Creaspac SPAC | 6 | -0.620000 | 576.600000 | -0.400000 | -0.070000 | 577.000002 |
| Handelsbanken A | 5 | 0.350000 | 545.150000 | -0.850000 | -0.160000 | 546.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -2.910000 | 559.650000 | -2.350000 | -0.420000 | 562.000005 |
| Coor Service Management Hold. | 8 | -0.380000 | 529.200000 | -2.800000 | -0.530000 | 532.000000 |
| Corem Property Group B | 59 | -1.370000 | 573.480000 | -3.520000 | -0.610000 | 576.999999 |
| Midsona B | 63 | -3.280000 | 575.820000 | -7.180000 | -1.230000 | 582.999984 |
| Boozt | 12 | -0.660000 | 1634.400000 | -19.600000 | -1.190000 | 1653.999996 |
| Sampo Oyj SDB | 7 | -0.180000 | 3825.500000 | -24.500000 | -0.640000 | 3850.000000 |
| Essity B | 2 | -0.950000 | 544.800000 | -29.200000 | -5.090000 | 574.000000 |
| CTEK | 13 | -2.160000 | 495.560000 | -38.440000 | -7.200000 | 533.999999 |
| International Petroleum Corp. | 5 | -3.240000 | 552.000000 | -42.570000 | -7.160000 | 594.565215 |
| Vivesto | 1368 | 0.190000 | 568.810000 | -44.190000 | -7.210000 | 612.999432 |
| Essity A | 4 | -1.440000 | 1092.000000 | -57.000000 | -4.960000 | 1149.000000 |
| Beijer Electronics Group | 27 | -1.950000 | 2980.800000 | -103.200000 | -3.350000 | 3083.999994 |
| OX2 | 22 | -0.860000 | 1766.600000 | -222.400000 | -11.180000 | 1989.000002 |
| Axfood | 15 | -0.110000 | 4041.000000 | -259.000000 | -6.020000 | 4300.000005 |
| Ovzon | 64 | -2.410000 | 3372.800000 | -623.200000 | -15.600000 | 3996.000000 |
| TOTAL | 48337.830000 | -749.740000 | -0.78447% | 49087.564636 |
Updated:¶
'2023-01-31 13:13:43.057370'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
